+1,644.6%
ASML vs SSNC
+178.1%
+1,466.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.8% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | +2.2% | +6.0% | -3.9% | -1.4% |
| 3M | -2.3% | +21.0% | -23.3% | -14.4% |
| 6M | +23.0% | +12.1% | +10.9% | +12.0% |
| YTD | +61.1% | -3.2% | +64.3% | +59.5% |
| 1Y | +129.1% | -4.4% | +133.5% | +127.3% |
| 3Y | +165.4% | +51.6% | +113.7% | +91.5% |
| 5Y | +109.5% | +21.1% | +88.4% | +74.6% |
| All | +1,644.6% | +178.1% | +1,466.5% | +857.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling